Wavelet series representation and geometric properties of harmonizable fractional stable sheets

DOI10.1080/17442508.2019.1594811zbMATH Open1490.60126arXiv1903.04397OpenAlexW2950689656MaRDI QIDQ5086471FDOQ5086471

Authors: Antoine Ayache, Narn-Rueih Shieh, Y. Xiao 

Publication date: 5 July 2022

Published in: Stochastics (Search for Journal in Brave)

Abstract: Let $Z^H=Z^H(t),tin{R}^N$ be a real-valued $N$-parameter harmonizable fractional stable sheet with index $H=(H_1,ldots,H_N)in(0,1{)}^N$. We establish a random wavelet series expansion for $Z^H$ which is almost surely convergent in all the H"older spaces $C^{g}amma([-M,M{]}^N)$, where $M>0$ and $gammain(0,min{H}_1,ldots,H_N)$ are arbitrary. One of the main ingredients for proving the latter result is the LePage representation for a rotationally invariant stable random measure. Also, let $X=X(t),tin{R}^N$ be an $R^d$-valued harmonizable fractional stable sheet whose components are independent copies of $Z^H$. By making essential use of the regularity of its local times, we prove that, on an event of positive probability, the formula for the Hausdorff dimension of the inverse image $X^{-1}(F)$ holds for all Borel sets $Fsubseteq{R}^d$. This is referred to as a uniform Hausdorff dimension result for the inverse images.

Full work available at URL: https://arxiv.org/abs/1903.04397

Recommendations

• Linear fractional stable sheets: Wavelet expansion and sample path properties
• Asymptotic properties and Hausdorff dimensions of fractional Brownian sheets
• Geometric properties of fractional Brownian sheets
• The Hausdorff Dimension of the Level Sets for a Fractional Brownian Sheet
• Dimension results of multifractional Brownian sheets

zbMATH Keywords

Hausdorff dimensionlocal timesinverse imagestrong local nondeterminismwavelet series representationLePage representationharmonizable fractional stable sheets

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Gaussian processes (60G15) Random fields (60G60) Sample path properties (60G17) Self-similar stochastic processes (60G18)

Cites Work

• Title not available (Why is that?)
• Ten Lectures on Wavelets
• Title not available (Why is that?)
• Title not available (Why is that?)
• Ondelettes et bases hilbertiennes. (Wavelets and Hilbert bases)
• Title not available (Why is that?)
• Sample path properties of anisotrophic Gaussian random fields
• Operator scaling stable random fields
• Hitting probabilities and the Hausdorff dimension of the inverse images of anisotropic Gaussian random fields
• Multiparameter Processes
• Title not available (Why is that?)
• Asymptotic properties and Hausdorff dimensions of fractional Brownian sheets
• Occupation densities
• Local nondeterminism and local times for stable processes
• Fractional Brownian sheet
• Modulus of continuity of some conditionally sub-Gaussian fields, application to stable random fields
• Title not available (Why is that?)
• Self-Similarity and Lamperti Transformation for Random Fields
• Multivariate operator-self-similar random fields
• Linear fractional stable sheets: Wavelet expansion and sample path properties
• Sample functions of the \(N\)-parameter Wiener process
• Sample function properties of multi-parameter stable processes
• Hölder conditions for the local times and the Hausdorff measure of the level sets of Gaussian random fields
• On local times of anisotropic Gaussian random fields
• Uniform modulus of continuity of random fields
• Geometric properties of fractional Brownian sheets
• Joint continuity of the local times of fractional Brownian sheets
• Hölder regularity for operator scaling stable random fields
• Properties of Strong Local Nondeterminism and Local Times of Stable Random Fields
• Harmonizable fractional stable fields: local nondeterminism and joint continuity of the local times
• Local times and related sample path properties of certain self-similar processes
• The Hausdorff dimension of multivariate operator-self-similar Gaussian random fields
• Operator-stable and operator-self-similar random fields
• Title not available (Why is that?)
• Stationary increments harmonizable stable fields: upper estimates on path behaviour
• On a problem posed by Orey and Pruitt related to the range of the N-parameter wiener process in R d
• Maximal moments and uniform modulus of continuity for stable random fields

Cited In (3)

• Linear fractional stable sheets: Wavelet expansion and sample path properties
• An optimal uniform modulus of continuity for harmonizable fractional stable motion
• Regularity of an abstract Wiener integral

This page was built for publication: Wavelet series representation and geometric properties of harmonizable fractional stable sheets

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5086471)